arXiv: Methodology最新文献_第10页

Smoothing-Based Tests with Directional Random Variables 基于平滑的方向随机变量测试

arXiv: Methodology Pub Date : 2018-04-01 DOI: 10.1007/978-3-319-73848-2_17

Eduardo Garc'ia-Portugu'es, R. Crujeiras, W. Gonz'alez-Manteiga

引用次数: 0

Log-moment estimators for the generalized Linnik and Mittag-Leffler distributions with applications to financial modeling 广义Linnik和Mittag-Leffler分布的对数矩估计及其在金融建模中的应用

arXiv: Methodology Pub Date : 2018-03-30 DOI: 10.3844/jmssp.2018.156.166

Dexter O. Cahoy, Wojbor A. Woyczy'nski

引用次数: 0

Bayesian Goodness of Fit Tests: A Conversation for David Mumford 贝叶斯拟合优度检验:David Mumford的对话

arXiv: Methodology Pub Date : 2018-03-29 DOI: 10.4310/AMSA.2018.v3.n1.a9

P. Diaconis, Guanyang Wang

引用次数: 6

A Hierarchy of Empirical Models of Plasma Profiles and Transport 等离子体分布和输运经验模型的层次

arXiv: Methodology Pub Date : 2018-03-26 DOI: 10.1063/1.871311

K. Imre, K. Riedel, B. Schunke

{"title":"A Hierarchy of Empirical Models of Plasma Profiles and Transport","authors":"K. Imre, K. Riedel, B. Schunke","doi":"10.1063/1.871311","DOIUrl":"https://doi.org/10.1063/1.871311","url":null,"abstract":"Two families of statistical models are presented which generalize global confinement expressions to plasma profiles and local transport coefficients. The temperature or diffusivity is parameterized as a function of the normalized flux radius, $bar{psi}$, and the engineering variables, ${bf u} = (I_p,B_t,bar{n},q_{95})^dagger$. The log-additive temperature model assumes that $ln [T(bar{psi}, {bf u})] =$ $f_0 (bar{psi}) + f_I (bar{psi})ln[I_p]$ $+ f_B (bar{psi}) ln [B_t]$ $+ f_n (bar{psi}) ln [ bar{n}] + f_{q}ln[q_{95}]$. The unknown $f_i (bar{psi})$ are estimated using smoothing splines. A 43 profile Ohmic data set from the Joint European Torus is analyzed and its shape dependencies are described. The best fit has an average error of 152 eV which is 10.5 % percent of the typical line average temperature. The average error is less than the estimated measurement error bars. The second class of models is log-additive diffusivity models where $ln [ chi (bar{psi}, {bf u})] $ $= g_0 (bar{psi}) + g_I (bar{psi}) ln[I_p]$ $+ g_B (bar{psi}) ln [B_t ]$ $+ g_n (bar{psi}) ln [ bar{n} ]$. These log-additive diffusivity models are useful when the diffusivity is varied smoothly with the plasma parameters. A penalized nonlinear regression technique is recommended to estimate the $g_i (bar{psi})$. The physics implications of the two classes of models, additive log-temperature models and additive log-diffusivity models, are different. The additive log-diffusivity models adjust the temperature profile shape as the radial distribution of sinks and sources. In contrast, the additive log-temperature model predicts that the temperature profile depends only on the global parameters and not on the radial heat deposition.","PeriodicalId":186390,"journal":{"name":"arXiv: Methodology","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131189588","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Univariate and Bivariate Geometric Discrete Generalized Exponential Distributions. 单变量和二元几何离散广义指数分布。

arXiv: Methodology Pub Date : 2018-02-16 DOI: 10.1080/15598608.2018.1441082

D. Kundu, V. Nekoukhou

{"title":"Univariate and Bivariate Geometric Discrete Generalized Exponential Distributions.","authors":"D. Kundu, V. Nekoukhou","doi":"10.1080/15598608.2018.1441082","DOIUrl":"https://doi.org/10.1080/15598608.2018.1441082","url":null,"abstract":"Marshall and Olkin (1997, Biometrika, 84, 641 - 652) introduced a very powerful method to introduce an additional parameter to a class of continuous distribution functions and hence it brings more flexibility to the model. They have demonstrated their method for the exponential and Weibull classes. In the same paper they have briefly indicated regarding its bivariate extension. The main aim of this paper is to introduce the same method, for the first time, to the class of discrete generalized exponential distributions both for the univariate and bivariate cases. We investigate several properties of the proposed univariate and bivariate classes. The univariate class has three parameters, whereas the bivariate class has five parameters. It is observed that depending on the parameter values the univariate class can be both zero inflated as well as heavy tailed. We propose to use EM algorithm to estimate the unknown parameters. Small simulation experiments have been performed to see the effectiveness of the proposed EM algorithm, and a bivariate data set has been analyzed and it is observed that the proposed models and the EM algorithm work quite well in practice.","PeriodicalId":186390,"journal":{"name":"arXiv: Methodology","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126750447","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 24

Robust estimation in controlled branching processes: Bayesian estimators via disparities 受控分支过程中的鲁棒估计:基于差的贝叶斯估计

arXiv: Methodology Pub Date : 2018-02-16 DOI: 10.1214/20-ba1239

M. Gonz'alez, C. Minuesa, I. Puerto, A. Vidyashankar

引用次数: 7

Exact and efficient inference for Partial Bayes problems 部分贝叶斯问题的精确高效推理

arXiv: Methodology Pub Date : 2018-02-01 DOI: 10.1214/18-EJS1511

Yixuan Qiu, Lingsong Zhang, Chuanhai Liu

引用次数: 4

Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process 广义伽玛过程驱动的平稳搜索代价分布的极限行为

arXiv: Methodology Pub Date : 2018-01-25 DOI: 10.1214/18-ECP111

A. Kume, F. Leisen, A. Lijoi

引用次数: 3

Optimal Estimation of Simultaneous Signals Using Absolute Inner Product with Applications to Integrative Genomics 基于绝对内积的同步信号最优估计及其在整合基因组学中的应用

arXiv: Methodology Pub Date : 2018-01-24 DOI: 10.5705/ss.202019.0445

T. Cai, Hongzhe Li, Mark G. Low, Rong Ma

{"title":"Optimal Estimation of Simultaneous Signals Using Absolute Inner Product with Applications to Integrative Genomics","authors":"T. Cai, Hongzhe Li, Mark G. Low, Rong Ma","doi":"10.5705/ss.202019.0445","DOIUrl":"https://doi.org/10.5705/ss.202019.0445","url":null,"abstract":"Integrating the summary statistics from genome-wide association study (GWAS) and expression quantitative trait loci (eQTL) data provides a powerful way of identifying the genes whose expression levels are causally associated with complex diseases. A parameter that quantifies the genetic sharing (colocalisation) between disease phenotype and gene expression of a given gene based on the summary statistics is first introduced based on the mean values of two Gaussian sequences. Specifically, given two independent samples $Xsim N(theta, I_n)$ and $Ysim N(mu, I_n)$, the parameter of interest is $T(theta, mu)=n^{-1}sum_{i=1}^n |theta_i|cdot |mu_i|$, a non-smooth functional, which characterizes the degree of shared signals between two absolute normal mean vectors $|theta|$ and $|mu|$. Using approximation theory and Hermite polynomials, a sparse absolute colocalisation estimator (SpACE) is constructed and shown to be minimax rate optimal over sparse parameter spaces. Our simulation demonstrates that the proposed estimates out-perform other naive methods, resulting in smaller estimation errors. In addition, the methods are robust to the presence of block-wise correlated observations due to linkage equilibrium. The method is applied to an integrative analysis of heart failure genomics data sets and identifies several genes and biological pathways that are possibly causal to human heart failure.","PeriodicalId":186390,"journal":{"name":"arXiv: Methodology","volume":"11 2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117147804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Multiple Imputation: A Review of Practical and Theoretical Findings 多重归算:实践与理论研究综述

arXiv: Methodology Pub Date : 2018-01-12 DOI: 10.1214/18-STS644

Jared S. Murray

引用次数: 135